Preheat the oven to 400 degrees. Spray a baking sheet with cooking spray and set aside.
In a large bowl combine the flour, sugar, cinnamon, allspice,baking powder, baking soda, and salt. Mix well.
Cut the butter into small pieces and add the butter to the mixture. Use your fingers and mix the butter into the flour mixture until it resembles wet sand.
In a small bowl whisk together the yogurt, orange juice, orange zest, and egg.
Add wet ingredients to dry ingredients and mix until just combined.
Turn dough onto floured surface and knead for 30 seconds or until dough comes together. Shape into an 8 inch circle.
Cut the circle into 8 pieces and place on the prepared baking sheet.
Bake for 15-18 minutes or until they begin to brown. Remove from oven and transfer to wire rack. Cool completely.
In a small bowl whisk together the powdered sugar, orange juice, and vanilla. Mix well. Add a drop of orange food coloring if desired.